Don't worry if you cannot run all the features, so long as the script doesn't
report any FATAL errors

You should not run any other iptables firewall configuration script. For
example, if you previously used APF+BFD you can remove the combination (which
you will need to do if you have them installed otherwise they will conflict
horribly):

sh /etc/csf/remove_apf_bfd.sh

That's it. You can then configure csf and lfd by edit the files
directly in /etc/csf/*, or on cPanel servers use the WHM UI

csf installation for cPanel is preconfigured to work on a cPanel server with all
the standard cPanel ports open.

csf installation for DirectAdmin is preconfigured to work on a DirectAdmin
server with all the standard DirectAdmin ports open.

You should ensure that kernel logging daemon (klogd) is enabled. Typically, VPS
servers have this disabled and you should check /etc/init.d/syslog and make
sure that any klogd lines are not commented out. If you change the file,
remember to restart syslog.